Aw, I just love Diana in those sunglasses. I really liked Kate and Diana together. Kate is so cynical and earthy and Diana is so regal. And I like Kate's little crush on her too. I wouldn't mind seeing them team up again. You're right that they both have a similar viewpoint on killing -- I could see that as the basis of a good crossover story.
Between seeing this again and seeing Diana with Dinah today it makes me think Diana should have more friends than Etta and Kal (and Donna depending on which day it is).